daytrend

04/30/2012

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20120430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
11.3% of stocks are above yesterday’s high.
36.8% are above yesterday’s midpoint. (63.2% are below.)
26.7% are below yesterday’s low.
62.0% are inside yesterday’s range.
25.4% of stocks with today’s high > yesterday’s high. (74.6% less than).
56.5% of stocks with today’s low < yesterday’s low. (43.5% greater than).

EVIDENCE OF INTRADAY TREND
34.2% of stocks are above today’s open. (64.5% are below).
26.1% of stocks are above today’s open and yesterday’s close.
62.3% are below both.
22.2% of stocks opened above yesterday’s close. (72.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
9.9% of stocks are in the top 10% of today’s range.
19.4% are in the top 20%.
47.7% are in the top half. 52.3% of stocks are in the bottom half of today’s range.
17.6% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN
28.7% of stocks are above yesterday’s close. (71.3% are below.)
1.2% are up 4.5% or more. 1.3% are down 4.5% or more.
2.1% are up 3.5% or more. 2.8% are down 3.5% or more.
53.7% are between +1% and -1%.

RSI on DAILY
2-day: >=95:11.0%…>=90:15.1%…>=80:21.7%…>=50:50.4%…<=20:11.8%…<=10:5.8%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.4%…>=80:1.7%…>=50:63.2%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:60.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
11.3% above previous 1 highs, 26.7% below previous 1 lows
9.7% above previous 2 highs, 10.9% below previous 2 lows
9.1% above previous 3 highs, 7.7% below previous 3 lows
8.8% above previous 4 highs, 5.0% below previous 4 lows
8.8% above previous 5 highs, 4.3% below previous 5 lows
8.0% above previous 6 highs, 4.3% below previous 6 lows
7.2% above previous 7 highs, 3.9% below previous 7 lows
7.2% above previous 8 highs, 3.9% below previous 8 lows
7.0% above previous 9 highs, 3.8% below previous 9 lows
6.9% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
28.7% are above or equal to 4/27 close (1 days ago), 71.3% are below.
47.4% are above or equal to 4/26 close (2 days ago), 52.6% are below.
65.7% are above or equal to 4/25 close (3 days ago), 34.3% are below.
78.9% are above or equal to 4/24 close (4 days ago), 21.1% are below.
78.9% are above or equal to 4/23 close (5 days ago), 21.1% are below.
68.3% are above or equal to 4/20 close (6 days ago), 31.7% are below.
66.7% are above or equal to 4/19 close (7 days ago), 33.3% are below.
63.8% are above or equal to 4/18 close (8 days ago), 36.2% are below.
58.2% are above or equal to 4/17 close (9 days ago), 41.8% are below.
69.6% are above or equal to 4/16 close (10 days ago), 30.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 10.2% new highs, 4.4% new lows
21d: 10.0% new highs, 4.3% new lows
42d: 7.0% new highs, 3.3% new lows
63d: 6.1% new highs, 2.0% new lows
126d: 5.8% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 28.3% above, 71.7% below
3-day: 36.4% above, 63.6% below
4-day: 50.6% above, 49.4% below
5-day: 64.1% above, 35.9% below
8-day: 70.2% above, 29.8% below
10-day: 67.9% above, 32.1% below
20-day: 62.7% above, 37.3% below
50-day: 54.0% above, 46.0% below
200-day: 76.0% above, 24.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(91): 1.01% Top=SUN SD ETE RRC COG IOC SWN ETP ….. KMP MRO TSO PWE KOG VLO OAS HFC=Bottom (Energy)
META(30): 0.19% Top=ACI BTU AKS CLD AUQ CNX ANR AEM ….. IAG WLT EGO PCX PVR STLD GG MCP=Bottom (Metals & Mining)
REAL(60): -0.22% Top=DCT LRY OFC DRE HIW ARR BXP SLG ….. PPS MFA HST IVR DRH GGP BEE CBG=Bottom (Real Estate)
INSU(34): -0.42% Top=AXS MMC TRV AON GNW LNC HCC L ….. PGR WSH HIG SLF AIG PRU ORI AGO=Bottom (Insurance)
CONS(57): -0.50% Top=WWW HAR SKX TWI NUS GIL CROX CHD ….. UFS NWL HBI DBD BC GT SCSS PAY=Bottom (Consumer)
LEIS(25): -0.53% Top=EXPE DPZ MCD ARCO SBUX PCLN PNRA EAT ….. MAR CAKE CMG WYNN HOT MPEL MGM BYD=Bottom (Leisure)
COHW(44): -0.54% Top=PCS WDC RIMM AMX LVLT TDS CSCO JNPR ….. ARUN APKT JDSU EQIX AAPL LEAP RVBD FIO=Bottom (Computer Hardware/Telecom)
ELEC(57): -0.55% Top=CY CYMI LSI TSL CAVM ATML SLAB FSL ….. ITRI TRMB OVTI SWKS ARMH AYI GTAT SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): -0.64% Top=DAL CHRW SAVE LUV EXPD FDX TK GLNG ….. UAL CNW UNP ODFL KSU WAB TRN SWFT=Bottom (Transportation)
FINA(69): -0.76% Top=ACAS AMTD MS FII BX GS AMP ICE ….. STI FNFG KKR NDAQ CYN ASBC KCG HBHC=Bottom (Banks/Financials)
CHEM(27): -0.90% Top=WPZ FTK APD EMN GRA MOS PPG POT ….. RPM ALB FMC VAL WLK MON CE CF=Bottom (Chemicals/Fertilizers)
DISV(41): -0.93% Top=AH VNTV SAI FCN SBAC LPS CAR DV ….. ACM MAN HTZ MYGN RRD RHI RCII VPRT=Bottom (Diversified Services)
COSW(64): -0.99% Top=MDRX CERN TRIP BYI DDD SWI ORCL BMC ….. ROVI UIS QLIK ARBA PMTC YNDX SOHU GRPN=Bottom (Computer Software/Internet)
HEAL(45): -1.08% Top=CVD MDT TMO AET BAX BDX LH EW ….. AGP UHS MAKO UNH MOH ALR HUM HOLX=Bottom (Health)
MATE(29): -1.21% Top=RSG SHAW PWR MDU WM CLH SHW MLM ….. SPF MAS MTH KBH LEN PHM OC AWI=Bottom (Materials & Construction)
RETA(78): -1.28% Top=FRAN AMZN SIG LL GME BID AN GES ….. SKS CHS ARO PIR JNY SAH NFLX GNC=Bottom (Retail & Specialty Retail)
MANU(40): -1.41% Top=ATI BWC DRC EMR AME PCP DE PNR ….. TKR CMI AOS TYC RBN GDI TEX MTW=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:10 pm

Market Stats at 3:09 pm ET
by daytrend on 20120430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
10.9% of stocks are above yesterday’s high.
32.8% are above yesterday’s midpoint. (67.2% are below.)
28.8% are below yesterday’s low.
60.3% are inside yesterday’s range.
23.9% of stocks with today’s high > yesterday’s high. (76.1% less than).
55.6% of stocks with today’s low < yesterday’s low. (44.4% greater than).

EVIDENCE OF INTRADAY TREND
31.3% of stocks are above today’s open. (67.4% are below).
22.9% of stocks are above today’s open and yesterday’s close.
66.1% are below both.
22.2% of stocks opened above yesterday’s close. (72.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
5.9% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
39.2% are in the top half. 60.8% of stocks are in the bottom half of today’s range.
25.4% are in the bottom 20%.
9.4% are in the bottom 10%.

GAIN
26.0% of stocks are above yesterday’s close. (74.0% are below.)
1.1% are up 4.5% or more. 1.5% are down 4.5% or more.
2.1% are up 3.5% or more. 2.5% are down 3.5% or more.
51.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.8%…>=90:13.5%…>=80:19.1%…>=50:46.0%…<=20:12.1%…<=10:5.5%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.4%…>=80:1.7%…>=50:61.6%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:58.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
10.9% above previous 1 highs, 28.8% below previous 1 lows
9.7% above previous 2 highs, 11.8% below previous 2 lows
8.7% above previous 3 highs, 7.8% below previous 3 lows
8.7% above previous 4 highs, 4.8% below previous 4 lows
8.7% above previous 5 highs, 3.7% below previous 5 lows
7.5% above previous 6 highs, 3.7% below previous 6 lows
7.0% above previous 7 highs, 3.4% below previous 7 lows
7.0% above previous 8 highs, 3.4% below previous 8 lows
6.6% above previous 9 highs, 3.3% below previous 9 lows
6.3% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
26.0% are above or equal to 4/27 close (1 days ago), 74.0% are below.
43.3% are above or equal to 4/26 close (2 days ago), 56.7% are below.
63.4% are above or equal to 4/25 close (3 days ago), 36.6% are below.
77.6% are above or equal to 4/24 close (4 days ago), 22.4% are below.
77.9% are above or equal to 4/23 close (5 days ago), 22.1% are below.
67.3% are above or equal to 4/20 close (6 days ago), 32.7% are below.
66.4% are above or equal to 4/19 close (7 days ago), 33.6% are below.
63.4% are above or equal to 4/18 close (8 days ago), 36.6% are below.
56.7% are above or equal to 4/17 close (9 days ago), 43.3% are below.
69.4% are above or equal to 4/16 close (10 days ago), 30.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 9.6% new highs, 4.3% new lows
21d: 9.6% new highs, 4.2% new lows
42d: 6.6% new highs, 3.2% new lows
63d: 5.8% new highs, 1.8% new lows
126d: 5.4% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 24.3% above, 75.7% below
3-day: 30.9% above, 69.1% below
4-day: 46.4% above, 53.6% below
5-day: 60.9% above, 39.1% below
8-day: 67.4% above, 32.6% below
10-day: 65.7% above, 34.3% below
20-day: 61.0% above, 39.0% below
50-day: 53.4% above, 46.6% below
200-day: 75.6% above, 24.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(91): 0.93% Top=SUN SD ETE RRC SWN IOC COG NBR ….. KMP GPOR MRO TSO VLO PWE KOG HFC=Bottom (Energy)
META(30): 0.25% Top=ACI BTU SWC AKS ANR AEM AUQ SCCO ….. WLT EGO PCX IAG STLD GG PVR MCP=Bottom (Metals & Mining)
REAL(60): -0.43% Top=SLG DCT ARR OFC LRY HTS CYS STWD ….. VTR DEI WRI PPS HST BEE GGP CBG=Bottom (Real Estate)
ELEC(57): -0.46% Top=CY FSLR TSL LSI CYMI CAVM AMD SLAB ….. SWKS TRMB GTAT OVTI ARMH FCS AYI SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(34): -0.50% Top=AXS GNW MMC L AON TRV VR LNC ….. BRO WSH AGO SLF HIG ORI PRU AIG=Bottom (Insurance)
LEIS(25): -0.60% Top=EXPE ARCO DPZ PCLN MCD SBUX LTM PNRA ….. CAKE CMG CCL HOT WYNN BYD MPEL MGM=Bottom (Leisure)
CONS(57): -0.64% Top=WWW SKX HAR NUS CROX GIL NKE TWI ….. IP BC NWL HBI DBD SCSS GT PAY=Bottom (Consumer)
COHW(44): -0.66% Top=PCS WDC RIMM TDS AMX LVLT JNPR T ….. ARUN AAPL APKT EQIX JDSU RVBD LEAP FIO=Bottom (Computer Hardware/Telecom)
TRAN(25): -0.76% Top=SAVE CHRW DAL EXPD FDX LUV JBHT LCC ….. CNI CP UNP CNW KSU WAB TRN SWFT=Bottom (Transportation)
FINA(69): -0.96% Top=AMTD ACAS FII MS BX GS ICE AMP ….. FNFG STI RF HCBK HBHC KCG ASBC CYN=Bottom (Banks/Financials)
COSW(64): -0.97% Top=MDRX CERN TRIP BYI DDD SWI BMC ATVI ….. QLIK UIS YNDX PMTC ARBA ZNGA GRPN SOHU=Bottom (Computer Software/Internet)
CHEM(27): -0.97% Top=WPZ FTK MEOH APD EMN GRA PPG MOS ….. HUN VAL FMC ALB MON CE CF WLK=Bottom (Chemicals/Fertilizers)
DISV(41): -1.01% Top=AH VNTV FCN SBAC LPS CAR DV SAI ….. MAN RRD RCII ACM MYGN RHI HTZ VPRT=Bottom (Diversified Services)
HEAL(45): -1.24% Top=MDT AET TMO CVD BDX BAX EW BCR ….. MAKO HMA UHS MOH UNH ALR HUM HOLX=Bottom (Health)
MATE(29): -1.30% Top=RSG SHAW WM PWR MDU CLH SHW WCN ….. FAST MAS FLR KBH LEN PHM OC AWI=Bottom (Materials & Construction)
RETA(78): -1.41% Top=FRAN AMZN SIG BID GES AN LL EBAY ….. PIR SVU ARO SKS SAH NFLX JNY GNC=Bottom (Retail & Specialty Retail)
MANU(40): -1.56% Top=BWC ATI DRC EMR PNR AME DE PCP ….. TKR ATU CMI GDI RBN TYC TEX MTW=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:09 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:32 pm

Market Stats at 1:32 pm ET
by daytrend on 20120430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
8.2% of stocks are above yesterday’s high.
31.5% are above yesterday’s midpoint. (68.5% are below.)
29.8% are below yesterday’s low.
62.0% are inside yesterday’s range.
22.1% of stocks with today’s high > yesterday’s high. (77.9% less than).
53.3% of stocks with today’s low < yesterday’s low. (46.7% greater than).

EVIDENCE OF INTRADAY TREND
29.7% of stocks are above today’s open. (68.5% are below).
21.8% of stocks are above today’s open and yesterday’s close.
67.4% are below both.
22.2% of stocks opened above yesterday’s close. (72.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
8.0% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
35.8% are in the top half. 64.2% of stocks are in the bottom half of today’s range.
30.4% are in the bottom 20%.
17.9% are in the bottom 10%.

GAIN
23.8% of stocks are above yesterday’s close. (76.2% are below.)
0.9% are up 4.5% or more. 1.3% are down 4.5% or more.
1.2% are up 3.5% or more. 2.6% are down 3.5% or more.
52.8% are between +1% and -1%.

RSI on DAILY
2-day: >=95:8.7%…>=90:11.8%…>=80:17.2%…>=50:45.6%…<=20:12.6%…<=10:5.6%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.4%…>=80:1.8%…>=50:61.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:58.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
8.2% above previous 1 highs, 29.8% below previous 1 lows
7.1% above previous 2 highs, 11.4% below previous 2 lows
6.7% above previous 3 highs, 8.0% below previous 3 lows
6.6% above previous 4 highs, 4.4% below previous 4 lows
6.6% above previous 5 highs, 3.6% below previous 5 lows
5.9% above previous 6 highs, 3.6% below previous 6 lows
5.5% above previous 7 highs, 3.4% below previous 7 lows
5.5% above previous 8 highs, 3.3% below previous 8 lows
5.4% above previous 9 highs, 3.2% below previous 9 lows
5.4% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
23.8% are above or equal to 4/27 close (1 days ago), 76.2% are below.
43.8% are above or equal to 4/26 close (2 days ago), 56.3% are below.
63.1% are above or equal to 4/25 close (3 days ago), 36.9% are below.
78.1% are above or equal to 4/24 close (4 days ago), 21.9% are below.
77.8% are above or equal to 4/23 close (5 days ago), 22.2% are below.
67.3% are above or equal to 4/20 close (6 days ago), 32.7% are below.
65.2% are above or equal to 4/19 close (7 days ago), 34.8% are below.
63.2% are above or equal to 4/18 close (8 days ago), 36.8% are below.
55.6% are above or equal to 4/17 close (9 days ago), 44.4% are below.
69.4% are above or equal to 4/16 close (10 days ago), 30.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 8.5% new highs, 3.9% new lows
21d: 8.5% new highs, 3.8% new lows
42d: 6.4% new highs, 2.9% new lows
63d: 5.5% new highs, 1.7% new lows
126d: 5.1% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 22.7% above, 77.3% below
3-day: 30.6% above, 69.4% below
4-day: 47.2% above, 52.8% below
5-day: 60.8% above, 39.2% below
8-day: 67.2% above, 32.8% below
10-day: 65.9% above, 34.1% below
20-day: 61.2% above, 38.8% below
50-day: 52.9% above, 47.1% below
200-day: 75.7% above, 24.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(91): 0.78% Top=SUN SD ETE RRC SWN IOC SEMG NBR ….. PDS AREX GPOR MHR KOG PWE VLO HFC=Bottom (Energy)
META(30): 0.11% Top=ACI BTU AEM ANR SWC SCCO AKS CLD ….. ABX EGO PVR AUY IAG STLD GG MCP=Bottom (Metals & Mining)
LEIS(25): -0.34% Top=EXPE ARCO DPZ PCLN SBUX MCD DNKN PNRA ….. CAKE CCL MAR HOT WYNN BYD MGM MPEL=Bottom (Leisure)
INSU(34): -0.48% Top=AXS MMC TRV L LNC GNW VR AON ….. PGR HIG PRU SLF MBI AGO AIG ORI=Bottom (Insurance)
COHW(44): -0.55% Top=PCS RIMM WDC LVLT AMX T TDS FNSR ….. CIEN APKT EQIX AAPL JDSU RVBD LEAP FIO=Bottom (Computer Hardware/Telecom)
ELEC(57): -0.65% Top=CYMI CY LSI AMD CAVM SLAB VECO MRVL ….. SWKS ITRI FCS OVTI ARMH GTAT AYI SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(57): -0.69% Top=HAR WWW SKX NUS CROX GIL NKE CHD ….. BC NWL DBD HBI IP SCSS GT PAY=Bottom (Consumer)
REAL(60): -0.71% Top=ARR OFC SLG NLY CYS HTS BDN O ….. DRH PPS HPT HST DEI BEE GGP CBG=Bottom (Real Estate)
TRAN(25): -0.81% Top=CHRW DAL EXPD SAVE FDX TK UPS CSX ….. SWFT KEX CNW CNI CP WAB KSU TRN=Bottom (Transportation)
COSW(64): -0.87% Top=MDRX CERN TRIP BYI SWI ATVI DDD EA ….. ROVI OTEX QLIK PMTC ARBA UIS GRPN SOHU=Bottom (Computer Software/Internet)
CHEM(27): -0.93% Top=WPZ APD EMN PPG MOS DD FTK MEOH ….. VAL ROC CYT CF FMC CE MON WLK=Bottom (Chemicals/Fertilizers)
FINA(69): -0.95% Top=MS AMTD FII ACAS GS PFG BX AMP ….. LAZ FNFG STI ASBC CYN KCG JNS HBHC=Bottom (Banks/Financials)
DISV(41): -0.99% Top=AH VNTV CAR FCN HRB SBAC LPS SAI ….. KBR ACM RRD HTZ MAN MYGN RHI VPRT=Bottom (Diversified Services)
RETA(78): -1.26% Top=FRAN AMZN EBAY GES BID SIG SHLD AN ….. SVU CHS ARO SAH JNY NFLX SKS GNC=Bottom (Retail & Specialty Retail)
HEAL(45): -1.33% Top=MDT TMO CVD AET BDX RMD BAX LH ….. HMA AGP UHS MOH UNH ALR HUM HOLX=Bottom (Health)
MATE(29): -1.34% Top=RSG SHAW MDU WM PWR SHW WCN CLH ….. LPX FLR LEN USG PHM KBH OC AWI=Bottom (Materials & Construction)
MANU(40): -1.50% Top=BWC ATI PNR GGG DE DRC RS DCI ….. ATU CMI TKR GDI RBN TYC TEX MTW=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 1:32 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:22 am

Market Stats at 12:22 pm ET
by daytrend on 20120430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
6.3% of stocks are above yesterday’s high.
30.6% are above yesterday’s midpoint. (69.4% are below.)
26.1% are below yesterday’s low.
67.6% are inside yesterday’s range.
18.6% of stocks with today’s high > yesterday’s high. (81.4% less than).
52.0% of stocks with today’s low < yesterday’s low. (48.0% greater than).

EVIDENCE OF INTRADAY TREND
29.2% of stocks are above today’s open. (69.7% are below).
19.6% of stocks are above today’s open and yesterday’s close.
67.8% are below both.
22.2% of stocks opened above yesterday’s close. (72.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
7.2% of stocks are in the top 10% of today’s range.
13.5% are in the top 20%.
36.8% are in the top half. 63.2% of stocks are in the bottom half of today’s range.
25.6% are in the bottom 20%.
12.1% are in the bottom 10%.

GAIN
22.3% of stocks are above yesterday’s close. (77.7% are below.)
0.7% are up 4.5% or more. 1.1% are down 4.5% or more.
1.1% are up 3.5% or more. 2.3% are down 3.5% or more.
56.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.7%…>=90:10.3%…>=80:17.3%…>=50:43.6%…<=20:12.3%…<=10:5.6%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:61.6%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:58.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
6.3% above previous 1 highs, 26.1% below previous 1 lows
5.4% above previous 2 highs, 10.4% below previous 2 lows
4.8% above previous 3 highs, 7.0% below previous 3 lows
4.8% above previous 4 highs, 4.4% below previous 4 lows
4.8% above previous 5 highs, 3.4% below previous 5 lows
4.5% above previous 6 highs, 3.4% below previous 6 lows
4.3% above previous 7 highs, 3.4% below previous 7 lows
4.3% above previous 8 highs, 3.3% below previous 8 lows
3.9% above previous 9 highs, 3.2% below previous 9 lows
3.8% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
22.3% are above or equal to 4/27 close (1 days ago), 77.7% are below.
43.0% are above or equal to 4/26 close (2 days ago), 57.0% are below.
63.7% are above or equal to 4/25 close (3 days ago), 36.3% are below.
78.8% are above or equal to 4/24 close (4 days ago), 21.2% are below.
77.7% are above or equal to 4/23 close (5 days ago), 22.3% are below.
66.7% are above or equal to 4/20 close (6 days ago), 33.3% are below.
66.7% are above or equal to 4/19 close (7 days ago), 33.3% are below.
63.2% are above or equal to 4/18 close (8 days ago), 36.8% are below.
56.5% are above or equal to 4/17 close (9 days ago), 43.5% are below.
69.2% are above or equal to 4/16 close (10 days ago), 30.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.7% new highs, 3.8% new lows
21d: 7.7% new highs, 3.7% new lows
42d: 5.8% new highs, 2.8% new lows
63d: 4.9% new highs, 1.7% new lows
126d: 4.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 21.0% above, 79.0% below
3-day: 29.5% above, 70.5% below
4-day: 44.9% above, 55.1% below
5-day: 62.3% above, 37.7% below
8-day: 66.8% above, 33.2% below
10-day: 66.9% above, 33.1% below
20-day: 60.7% above, 39.3% below
50-day: 52.5% above, 47.5% below
200-day: 75.4% above, 24.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(91): 0.19% Top=SUN ETE SD ETP IOC SWN SEMG RRC ….. KOG PDS AREX PWE GPOR VLO FST MHR=Bottom (Energy)
REAL(60): -0.45% Top=ARR SLG O BXP DFT LRY SNH DRE ….. MFA HPT DRH HST DEI GGP BEE CBG=Bottom (Real Estate)
ELEC(57): -0.48% Top=CYMI CY LSI AMD CAVM LSCC MRVL SLAB ….. GTAT SWKS ITRI FCS OVTI AYI ARMH SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): -0.53% Top=PCS WDC RIMM LVLT AMX TDS T AMT ….. ARUN EQIX APKT RVBD JDSU AAPL LEAP FIO=Bottom (Computer Hardware/Telecom)
INSU(34): -0.53% Top=AXS MMC TRV L RE VR ACGL LNC ….. HIG PRU ORI GNW AIG AGO SLF MBI=Bottom (Insurance)
LEIS(25): -0.56% Top=EXPE PCLN ARCO DNKN SBUX DPZ MCD LTM ….. MAR CAKE LVS BYD HOT WYNN MPEL MGM=Bottom (Leisure)
FINA(69): -0.69% Top=MS AMTD FII BX GS PFG ICE ACAS ….. HBHC STI KCG FNFG CYN LAZ NDAQ JNS=Bottom (Banks/Financials)
CONS(57): -0.69% Top=HAR WWW NUS SKX CROX GIL NKE CHD ….. IP NWL BC TWI DECK SCSS GT PAY=Bottom (Consumer)
META(30): -0.79% Top=ACI BTU SCCO CNX AEM ANR PAAS FCX ….. NEM MCP AUY EGO IAG GG STLD PCX=Bottom (Metals & Mining)
COSW(64): -0.80% Top=MDRX CERN DDD TRIP BYI SWI ATVI EA ….. RHT CSC OTEX ROVI ARBA UIS GRPN SOHU=Bottom (Computer Software/Internet)
TRAN(25): -0.85% Top=CHRW DAL TK EXPD SAVE JBHT FDX UPS ….. UAL CP SWFT KEX CNI WAB KSU TRN=Bottom (Transportation)
DISV(41): -1.00% Top=AH VNTV SBAC HMSY CAR WOOF LPS FCN ….. MAN HTZ ACM VPRT KBR RRD RHI RCII=Bottom (Diversified Services)
RETA(78): -1.11% Top=FRAN AMZN EBAY GES SIG BID AN SHLD ….. JNY NFLX CHS SAH ARO SKS SVU GNC=Bottom (Retail & Specialty Retail)
HEAL(45): -1.26% Top=MDT TMO CVD BDX CVH AET RMD LIFE ….. HMA UHS HNT AGP UNH ALR HUM HOLX=Bottom (Health)
CHEM(27): -1.27% Top=WPZ APD SIAL PPG IFF DD HUN MOS ….. ROC FTK CYT CF WLK MON FMC CE=Bottom (Chemicals/Fertilizers)
MATE(29): -1.42% Top=RSG SHAW WM WCN MDU CLH PWR SHW ….. FWLT FLR USG LEN KBH PHM OC AWI=Bottom (Materials & Construction)
MANU(40): -1.71% Top=BWC ATI PNR DE EMR GGG PCP AME ….. GTLS GDI RBN TYC PPO TKR TEX MTW=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:22 pm ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:37 am

Market Stats at 11:37 am ET
by daytrend on 20120430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 815.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
4.8% of stocks are above yesterday’s high.
26.5% are above yesterday’s midpoint. (73.5% are below.)
31.7% are below yesterday’s low.
63.6% are inside yesterday’s range.
18.0% of stocks with today’s high > yesterday’s high. (82.0% less than).
50.8% of stocks with today’s low < yesterday’s low. (49.2% greater than).

EVIDENCE OF INTRADAY TREND
22.7% of stocks are above today’s open. (76.2% are below).
14.8% of stocks are above today’s open and yesterday’s close.
74.2% are below both.
22.2% of stocks opened above yesterday’s close. (72.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
3.1% of stocks are in the top 10% of today’s range.
6.6% are in the top 20%.
23.9% are in the top half. 76.1% of stocks are in the bottom half of today’s range.
37.7% are in the bottom 20%.
25.3% are in the bottom 10%.

GAIN
17.8% of stocks are above yesterday’s close. (82.2% are below.)
0.7% are up 4.5% or more. 1.2% are down 4.5% or more.
0.7% are up 3.5% or more. 2.5% are down 3.5% or more.
51.0% are between +1% and -1%.

RSI on DAILY
2-day: >=95:6.1%…>=90:9.3%…>=80:13.3%…>=50:39.0%…<=20:13.7%…<=10:6.1%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:59.5%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:57.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.8% above previous 1 highs, 31.7% below previous 1 lows
4.2% above previous 2 highs, 12.4% below previous 2 lows
3.8% above previous 3 highs, 8.1% below previous 3 lows
3.8% above previous 4 highs, 5.2% below previous 4 lows
3.8% above previous 5 highs, 3.6% below previous 5 lows
3.7% above previous 6 highs, 3.6% below previous 6 lows
3.6% above previous 7 highs, 3.6% below previous 7 lows
3.4% above previous 8 highs, 3.4% below previous 8 lows
3.4% above previous 9 highs, 3.4% below previous 9 lows
3.3% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
17.8% are above or equal to 4/27 close (1 days ago), 82.2% are below.
39.0% are above or equal to 4/26 close (2 days ago), 61.0% are below.
60.7% are above or equal to 4/25 close (3 days ago), 39.3% are below.
77.1% are above or equal to 4/24 close (4 days ago), 22.9% are below.
76.4% are above or equal to 4/23 close (5 days ago), 23.6% are below.
65.9% are above or equal to 4/20 close (6 days ago), 34.1% are below.
64.8% are above or equal to 4/19 close (7 days ago), 35.2% are below.
61.8% are above or equal to 4/18 close (8 days ago), 38.2% are below.
56.6% are above or equal to 4/17 close (9 days ago), 43.4% are below.
68.3% are above or equal to 4/16 close (10 days ago), 31.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 7.2% new highs, 3.7% new lows
21d: 7.2% new highs, 3.6% new lows
42d: 5.3% new highs, 2.7% new lows
63d: 4.7% new highs, 1.6% new lows
126d: 4.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 16.7% above, 83.3% below
3-day: 23.8% above, 76.2% below
4-day: 41.7% above, 58.3% below
5-day: 58.7% above, 41.3% below
8-day: 65.5% above, 34.5% below
10-day: 64.9% above, 35.1% below
20-day: 60.9% above, 39.1% below
50-day: 51.8% above, 48.2% below
200-day: 74.7% above, 25.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(90): -0.34% Top=SUN ETE ETP IOC SD SEMG HAL SWN ….. KOG HFC GDP GPOR AREX BBG FST MHR=Bottom (Energy)
REAL(60): -0.45% Top=ARR O SLG BXP SNH OFC NNN DLR ….. AIV DEI PPS DRH HST GGP BEE CBG=Bottom (Real Estate)
INSU(34): -0.51% Top=AXS MMC TRV L RE ACGL LNC VR ….. HIG WSH TMK ORI AIG AGO SLF MBI=Bottom (Insurance)
COHW(44): -0.68% Top=RIMM WDC PCS T LVLT AMX AMT CTL ….. CIEN EQIX AAPL RVBD APKT JDSU LEAP FIO=Bottom (Computer Hardware/Telecom)
ELEC(57): -0.75% Top=CY LSI VECO CYMI AMD CAVM MRVL CPHD ….. ARMH SWKS AYI OVTI TRMB NXPI FCS SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(57): -0.75% Top=HAR WWW SKX CROX NKE GIL NUS BLL ….. DECK IP NWL SCSS BC TWI GT PAY=Bottom (Consumer)
FINA(69): -0.84% Top=FII MS AMTD PFG GS ICE ACAS KKR ….. BAC FNFG ASBC LAZ STI CYN JNS NDAQ=Bottom (Banks/Financials)
LEIS(25): -0.86% Top=EXPE ARCO PCLN MCD SBUX DNKN DRI EAT ….. H BYD MAR LVS HOT MPEL WYNN MGM=Bottom (Leisure)
COSW(64): -0.92% Top=MDRX CERN DDD BYI EA SWI TRIP ATVI ….. CSC RAX ROVI NUAN ARBA UIS GRPN SOHU=Bottom (Computer Software/Internet)
TRAN(25): -0.92% Top=CHRW DAL TK EXPD SAVE FDX JBHT UPS ….. UAL UNP CP KEX CNI KSU WAB TRN=Bottom (Transportation)
DISV(41): -1.07% Top=AH VNTV SBAC HMSY CAR FCN WOOF LPS ….. MYGN RRD MAN VPRT KBR HTZ RHI RCII=Bottom (Diversified Services)
META(30): -1.21% Top=SCCO ACI AKS BTU CNX TIE PVR AEM ….. KGC AUY AUQ EGO STLD IAG GG PCX=Bottom (Metals & Mining)
HEAL(45): -1.28% Top=MDT CVD TMO LIFE BCR BDX AET CFN ….. CI HNT HMA UNH AGP ALR HUM HOLX=Bottom (Health)
RETA(78): -1.30% Top=FRAN AMZN SIG EBAY AN BID GES CVS ….. NFLX PIR SVU JNY ARO SAH SKS GNC=Bottom (Retail & Specialty Retail)
CHEM(27): -1.38% Top=WPZ APD IFF SIAL EMN PPG DD MOS ….. ALB CE MON ROC FTK FMC CYT WLK=Bottom (Chemicals/Fertilizers)
MATE(29): -1.51% Top=RSG SHAW WCN WM MDU CLH PWR SHW ….. USG FLR LEN KBH PHM LPX OC AWI=Bottom (Materials & Construction)
MANU(40): -1.70% Top=BWC PNR ATI EMR DE AME MHK GGG ….. PPO RBN TYC GDI GTLS TKR TEX MTW=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 11:37 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:56 am

Market Stats at 10:56 am ET
by daytrend on 20120430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
4.0% of stocks are above yesterday’s high.
25.0% are above yesterday’s midpoint. (75.0% are below.)
31.7% are below yesterday’s low.
64.2% are inside yesterday’s range.
16.7% of stocks with today’s high > yesterday’s high. (83.3% less than).
48.8% of stocks with today’s low < yesterday’s low. (51.2% greater than).

EVIDENCE OF INTRADAY TREND
21.6% of stocks are above today’s open. (77.2% are below).
13.5% of stocks are above today’s open and yesterday’s close.
75.1% are below both.
22.2% of stocks opened above yesterday’s close. (72.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.5% of stocks are in the top 10% of today’s range.
7.0% are in the top 20%.
26.3% are in the top half. 73.7% of stocks are in the bottom half of today’s range.
41.8% are in the bottom 20%.
25.5% are in the bottom 10%.

GAIN
15.9% of stocks are above yesterday’s close. (84.1% are below.)
0.4% are up 4.5% or more. 1.1% are down 4.5% or more.
0.9% are up 3.5% or more. 2.5% are down 3.5% or more.
54.5% are between +1% and -1%.

RSI on DAILY
2-day: >=95:5.9%…>=90:8.6%…>=80:14.3%…>=50:40.0%…<=20:14.2%…<=10:5.8%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.3%…>=50:60.7%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:58.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.0% above previous 1 highs, 31.7% below previous 1 lows
3.7% above previous 2 highs, 12.3% below previous 2 lows
3.6% above previous 3 highs, 8.0% below previous 3 lows
3.6% above previous 4 highs, 4.9% below previous 4 lows
3.6% above previous 5 highs, 3.6% below previous 5 lows
2.9% above previous 6 highs, 3.6% below previous 6 lows
2.9% above previous 7 highs, 3.4% below previous 7 lows
2.8% above previous 8 highs, 3.4% below previous 8 lows
2.7% above previous 9 highs, 3.4% below previous 9 lows
2.6% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
15.9% are above or equal to 4/27 close (1 days ago), 84.1% are below.
40.2% are above or equal to 4/26 close (2 days ago), 59.8% are below.
59.7% are above or equal to 4/25 close (3 days ago), 40.3% are below.
77.2% are above or equal to 4/24 close (4 days ago), 22.8% are below.
76.3% are above or equal to 4/23 close (5 days ago), 23.7% are below.
66.2% are above or equal to 4/20 close (6 days ago), 33.8% are below.
65.2% are above or equal to 4/19 close (7 days ago), 34.8% are below.
62.3% are above or equal to 4/18 close (8 days ago), 37.7% are below.
57.2% are above or equal to 4/17 close (9 days ago), 42.8% are below.
68.8% are above or equal to 4/16 close (10 days ago), 31.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.7% new highs, 3.4% new lows
21d: 6.7% new highs, 3.3% new lows
42d: 4.9% new highs, 2.5% new lows
63d: 4.3% new highs, 1.3% new lows
126d: 4.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 15.3% above, 84.7% below
3-day: 23.3% above, 76.7% below
4-day: 41.8% above, 58.2% below
5-day: 59.6% above, 40.4% below
8-day: 65.2% above, 34.8% below
10-day: 63.8% above, 36.2% below
20-day: 61.3% above, 38.7% below
50-day: 51.7% above, 48.3% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
INSU(34): -0.38% Top=AXS MMC TRV ACGL L RE CB AJG ….. MET HIG ORI WSH AIG AGO SLF MBI=Bottom (Insurance)
ENER(91): -0.45% Top=SUN ETE SD IOC SEMG ETP HAL BHI ….. MMR KOG PWE XEC AREX MHR GDP HFC=Bottom (Energy)
REAL(60): -0.51% Top=ARR O IVR MFA NNN SLG CBL DRE ….. DEI PSA CIT LHO GGP CBG HST BEE=Bottom (Real Estate)
COHW(44): -0.55% Top=RIMM WDC PCS T FNSR VZ AMT CTL ….. APKT EQIX ARUN RVBD AAPL JDSU LEAP FIO=Bottom (Computer Hardware/Telecom)
ELEC(57): -0.69% Top=CY LSI VECO CREE CAVM AMD CPHD ISIL ….. TRMB IPGP FSLR OVTI GTAT INVN TSL SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(57): -0.80% Top=HAR WWW CROX SKX NKE CHD BLL XRX ….. ICON DECK NWL JAH TWI GT BC PAY=Bottom (Consumer)
LEIS(25): -0.93% Top=EXPE ARCO MCD BYD PNRA DPZ DRI PCLN ….. CCL PENN MAR LVS MPEL HOT WYNN MGM=Bottom (Leisure)
TRAN(25): -0.94% Top=CHRW DAL EXPD TK SAVE JBHT FDX CNW ….. KEX UAL KSU CP WAB SWFT CNI TRN=Bottom (Transportation)
DISV(41): -0.96% Top=AH VNTV SBAC FCN HMSY CAR WOOF LPS ….. HTZ URS URI ULTA MAN KBR RHI RCII=Bottom (Diversified Services)
FINA(69): -0.97% Top=AMTD FII KKR ICE ACAS MS PFG GS ….. NDAQ ASBC FNFG LAZ CYN BAC STI HBHC=Bottom (Banks/Financials)
COSW(64): -0.98% Top=MDRX CERN DDD EA ATVI BYI SWI ORCL ….. RAX ACOM AKAM ARBA UIS BSFT GRPN SOHU=Bottom (Computer Software/Internet)
META(30): -1.03% Top=CLD SCCO AKS AEM TIE CNX AUQ RGLD ….. ABX EGO WLT IAG ANR GG STLD PCX=Bottom (Metals & Mining)
HEAL(45): -1.09% Top=CVD MDT TMO AET BCR LH CFN LIFE ….. HMA UHS HNT AGP UNH ALR HUM HOLX=Bottom (Health)
CHEM(27): -1.19% Top=WPZ APD PPG SIAL IFF MOS DD MEOH ….. IPI CE ALB MON CYT ROC FMC WLK=Bottom (Chemicals/Fertilizers)
RETA(78): -1.37% Top=FRAN BID AMZN CVS AN LINTA SIG EBAY ….. CHS NFLX SVU JNY SAH SKS ARO GNC=Bottom (Retail & Specialty Retail)
MANU(40): -1.46% Top=BWC PNR EMR AME ATI GGG DE MHK ….. TYC GDI PPO RBN GTLS TEX TKR MTW=Bottom (Manufacturing)
MATE(29): -1.51% Top=RSG SHAW WM WCN CLH MDU SHW MLM ….. FLR DHI LEN KBH OC PHM LPX AWI=Bottom (Materials & Construction)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:56 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:18 am

Market Stats at 10:17 am ET
by daytrend on 20120430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
5.8% of stocks are above yesterday’s high.
37.3% are above yesterday’s midpoint. (62.7% are below.)
18.8% are below yesterday’s low.
75.5% are inside yesterday’s range.
15.3% of stocks with today’s high > yesterday’s high. (84.7% less than).
44.4% of stocks with today’s low < yesterday’s low. (55.6% greater than).

EVIDENCE OF INTRADAY TREND
33.1% of stocks are above today’s open. (65.0% are below).
20.8% of stocks are above today’s open and yesterday’s close.
61.6% are below both.
22.2% of stocks opened above yesterday’s close. (72.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
13.1% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
48.0% are in the top half. 52.0% of stocks are in the bottom half of today’s range.
11.2% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN
26.5% of stocks are above yesterday’s close. (73.5% are below.)
0.5% are up 4.5% or more. 1.0% are down 4.5% or more.
0.9% are up 3.5% or more. 1.3% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:9.2%…>=90:13.2%…>=80:20.7%…>=50:52.7%…<=20:10.9%…<=10:5.3%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.5%…>=50:64.6%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:61.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
5.8% above previous 1 highs, 18.8% below previous 1 lows
4.9% above previous 2 highs, 7.2% below previous 2 lows
4.7% above previous 3 highs, 4.5% below previous 3 lows
4.7% above previous 4 highs, 3.2% below previous 4 lows
4.7% above previous 5 highs, 2.7% below previous 5 lows
4.3% above previous 6 highs, 2.7% below previous 6 lows
3.8% above previous 7 highs, 2.5% below previous 7 lows
3.7% above previous 8 highs, 2.5% below previous 8 lows
3.6% above previous 9 highs, 2.5% below previous 9 lows
3.4% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
26.5% are above or equal to 4/27 close (1 days ago), 73.5% are below.
48.9% are above or equal to 4/26 close (2 days ago), 51.1% are below.
65.6% are above or equal to 4/25 close (3 days ago), 34.4% are below.
80.1% are above or equal to 4/24 close (4 days ago), 19.9% are below.
79.5% are above or equal to 4/23 close (5 days ago), 20.5% are below.
69.1% are above or equal to 4/20 close (6 days ago), 30.9% are below.
67.9% are above or equal to 4/19 close (7 days ago), 32.1% are below.
65.0% are above or equal to 4/18 close (8 days ago), 35.0% are below.
58.5% are above or equal to 4/17 close (9 days ago), 41.5% are below.
70.5% are above or equal to 4/16 close (10 days ago), 29.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 6.0% new highs, 3.2% new lows
21d: 6.0% new highs, 3.1% new lows
42d: 4.5% new highs, 2.2% new lows
63d: 3.9% new highs, 1.0% new lows
126d: 3.8% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 24.4% above, 75.6% below
3-day: 36.0% above, 64.0% below
4-day: 52.7% above, 47.3% below
5-day: 66.4% above, 33.6% below
8-day: 70.7% above, 29.3% below
10-day: 68.5% above, 31.5% below
20-day: 64.1% above, 35.9% below
50-day: 53.9% above, 46.1% below
200-day: 75.7% above, 24.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(91): 0.17% Top=SUN ETE SD IOC SEMG HAL BHI MPC ….. OAS XEC FST HFC KOG GDP AREX PWE=Bottom (Energy)
INSU(34): -0.13% Top=AXS TRV L MMC CB LNC ACE ALL ….. MET AGO ORI BRO AIG MBI WSH SLF=Bottom (Insurance)
ELEC(57): -0.20% Top=CY LSI VECO CAVM PMCS MRVL CREE CPHD ….. OVTI TRMB ARMH SWKS INVN IPGP SPRD TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(69): -0.46% Top=FII AMTD ICE KKR AMP MS HCBK GS ….. LAZ CYN FNFG BAC ASBC NDAQ STI HBHC=Bottom (Banks/Financials)
CONS(57): -0.49% Top=HAR WWW NKE GIL DECK NUS CROX BLL ….. HBI LII SCSS ICON GT BC TWI PAY=Bottom (Consumer)
REAL(60): -0.49% Top=MFA IVR ARR O DFT HCN NNN CYS ….. CLI PPS PSA DRH LHO HST CBG BEE=Bottom (Real Estate)
COHW(44): -0.53% Top=WDC RIMM TDS CTL T FNSR AMX IBM ….. NTGR JDSU EQIX APKT AAPL RVBD LEAP FIO=Bottom (Computer Hardware/Telecom)
DISV(41): -0.54% Top=AH WOOF VNTV SBAC HMSY CAR FCN SAI ….. HRB URS KBR MAN URI ULTA RHI RCII=Bottom (Diversified Services)
TRAN(25): -0.65% Top=DAL CHRW EXPD TK SAVE FDX CNW JBHT ….. UNP SWFT KEX KSU WAB CP CNI TRN=Bottom (Transportation)
LEIS(25): -0.66% Top=EXPE ARCO BYD SBUX DRI MCD PCLN DPZ ….. H MPEL PENN MAR LVS WYNN HOT MGM=Bottom (Leisure)
HEAL(45): -0.68% Top=MDT CVD LIFE BCR TMO CVH CFN EW ….. HCA UHS HNT AGP UNH ALR HUM HOLX=Bottom (Health)
CHEM(27): -0.74% Top=FTK WPZ PPG MOS SIAL APD DD VAL ….. CF GRA MON ALB HUN ROC WLK FMC=Bottom (Chemicals/Fertilizers)
META(30): -0.78% Top=SCCO CNX PVR AEM ACI PAAS CLF AA ….. ANR EGO MCP GG IAG WLT PCX STLD=Bottom (Metals & Mining)
COSW(64): -0.81% Top=MDRX SWI CERN DDD EA SYMC ATVI BYI ….. CSC QLIK ARBA UIS GRPN YNDX BSFT SOHU=Bottom (Computer Software/Internet)
RETA(78): -0.88% Top=FRAN EBAY BID CVS AN LINTA SIG AMZN ….. SAH PIR SVU PSS SKS ARO NFLX GNC=Bottom (Retail & Specialty Retail)
MATE(29): -0.94% Top=SHAW RSG WM SPF MDU WCN PWR CLH ….. DHI MAS LEN OC USG KBH LPX AWI=Bottom (Materials & Construction)
MANU(40): -1.17% Top=PNR BWC EMR AME KMT ATI PLL MHK ….. RBN AOS AGCO TEX GDI PPO TKR MTW=Bottom (Manufacturing)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 10:17 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:00 am

Market Stats at 9:59 am ET
by daytrend on 20120430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 815.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
3.4% of stocks are above yesterday’s high.
24.3% are above yesterday’s midpoint. (75.7% are below.)
31.0% are below yesterday’s low.
65.5% are inside yesterday’s range.
13.3% of stocks with today’s high > yesterday’s high. (86.7% less than).
41.5% of stocks with today’s low < yesterday’s low. (58.5% greater than).

EVIDENCE OF INTRADAY TREND
16.9% of stocks are above today’s open. (81.7% are below).
9.7% of stocks are above today’s open and yesterday’s close.
78.9% are below both.
22.2% of stocks opened above yesterday’s close. (72.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
2.1% of stocks are in the top 10% of today’s range.
5.0% are in the top 20%.
16.8% are in the top half. 83.2% of stocks are in the bottom half of today’s range.
53.3% are in the bottom 20%.
35.1% are in the bottom 10%.

GAIN
13.1% of stocks are above yesterday’s close. (86.9% are below.)
0.5% are up 4.5% or more. 1.0% are down 4.5% or more.
0.7% are up 3.5% or more. 1.5% are down 3.5% or more.
56.1% are between +1% and -1%.

RSI on DAILY
2-day: >=95:4.9%…>=90:7.4%…>=80:12.3%…>=50:39.3%…<=20:15.6%…<=10:5.9%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.3%…>=50:60.7%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
3.4% above previous 1 highs, 31.0% below previous 1 lows
3.2% above previous 2 highs, 10.9% below previous 2 lows
2.8% above previous 3 highs, 6.6% below previous 3 lows
2.8% above previous 4 highs, 3.6% below previous 4 lows
2.8% above previous 5 highs, 2.7% below previous 5 lows
2.3% above previous 6 highs, 2.7% below previous 6 lows
2.0% above previous 7 highs, 2.7% below previous 7 lows
2.0% above previous 8 highs, 2.7% below previous 8 lows
2.0% above previous 9 highs, 2.7% below previous 9 lows
2.0% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
13.1% are above or equal to 4/27 close (1 days ago), 86.9% are below.
38.5% are above or equal to 4/26 close (2 days ago), 61.5% are below.
60.0% are above or equal to 4/25 close (3 days ago), 40.0% are below.
77.1% are above or equal to 4/24 close (4 days ago), 22.9% are below.
77.1% are above or equal to 4/23 close (5 days ago), 22.9% are below.
66.5% are above or equal to 4/20 close (6 days ago), 33.5% are below.
65.4% are above or equal to 4/19 close (7 days ago), 34.6% are below.
62.9% are above or equal to 4/18 close (8 days ago), 37.1% are below.
55.8% are above or equal to 4/17 close (9 days ago), 44.2% are below.
69.2% are above or equal to 4/16 close (10 days ago), 30.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 5.0% new highs, 2.8% new lows
21d: 5.0% new highs, 2.7% new lows
42d: 3.6% new highs, 1.7% new lows
63d: 2.9% new highs, 0.6% new lows
126d: 2.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 12.3% above, 87.7% below
3-day: 24.8% above, 75.2% below
4-day: 40.5% above, 59.5% below
5-day: 57.3% above, 42.7% below
8-day: 66.7% above, 33.3% below
10-day: 65.6% above, 34.4% below
20-day: 61.1% above, 38.9% below
50-day: 52.8% above, 47.2% below
200-day: 75.3% above, 24.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(90): -0.40% Top=SUN ETE IOC SEMG MPC SD WNR ETP ….. GPOR PWE AREX CRZO FST XEC GDP KOG=Bottom (Energy)
INSU(34): -0.40% Top=AXS TRV GNW L MMC RE ACGL HCC ….. AGO WSH MET MBI PRU HIG ORI SLF=Bottom (Insurance)
ELEC(57): -0.63% Top=CY PMCS VECO CAVM LSI ISIL MRVL MXIM ….. FSLR FCS NXPI ARMH SWKS IPGP SPRD TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): -0.64% Top=DAL CHRW EXPD UAL LCC SAVE TK FDX ….. ODFL UNP KEX WAB CNI KSU CP TRN=Bottom (Transportation)
CONS(57): -0.71% Top=HAR WWW NKE GIL DECK CROX NUS BLL ….. LII ICON SCSS IP TWI BC GT PAY=Bottom (Consumer)
COHW(44): -0.77% Top=WDC RIMM VZ CTL T IBM HRS CSCO ….. JDSU NTGR EQIX APKT AAPL LEAP RVBD FIO=Bottom (Computer Hardware/Telecom)
HEAL(45): -0.77% Top=MDT CVH LIFE CVD LH AET BCR EW ….. BKD UHS HNT AGP UNH ALR HUM HOLX=Bottom (Health)
FINA(69): -0.78% Top=FII AMTD WDR KKR ACAS PBCT KCG GS ….. BNS FNFG TCB SCHW ASBC STI CYN HBHC=Bottom (Banks/Financials)
REAL(60): -0.79% Top=MFA DFT ARR IVR O CYS NLY HTS ….. DDR GGP PPS CLI HST LHO CBG BEE=Bottom (Real Estate)
DISV(41): -0.88% Top=AH VNTV WOOF WTW SAI FCN LPS ATHN ….. JEC URI CAR KBR MAN RHI ULTA RCII=Bottom (Diversified Services)
RETA(78): -1.07% Top=FRAN EBAY CVS LL BID LINTA SIG DLTR ….. PSS AEO SVU SAH ARO NFLX SKS GNC=Bottom (Retail & Specialty Retail)
COSW(64): -1.08% Top=MDRX CERN SYMC SWI AOL ATVI BYI ORCL ….. ZNGA YNDX LNKD GRPN SINA UIS BSFT SOHU=Bottom (Computer Software/Internet)
LEIS(25): -1.10% Top=DPZ ARCO EXPE MCD PNRA LTM DRI YUM ….. MAR PCLN H MPEL LVS MGM HOT WYNN=Bottom (Leisure)
CHEM(27): -1.13% Top=PPG WPZ VAL APD MOS DD IPI RPM ….. HUN CE GRA ROC FMC FTK CYT WLK=Bottom (Chemicals/Fertilizers)
MATE(29): -1.23% Top=SHAW RSG WM CLH WCN MDU SHW RYL ….. LEN MAS FLR USG OC KBH LPX AWI=Bottom (Materials & Construction)
MANU(40): -1.49% Top=BWC PNR AME EMR KMT MHK ITW DE ….. XYL AOS RBN GTLS AGCO TEX TKR MTW=Bottom (Manufacturing)
META(30): -1.59% Top=SCCO PVR CNX NUE AA AKS BTU CLF ….. AUY ANR STLD GG WLT AEM IAG PCX=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:59 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 8:42 am

Market Stats at 9:41 am ET
by daytrend on 20120430. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 815.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
4.4% of stocks are above yesterday’s high.
38.7% are above yesterday’s midpoint. (61.3% are below.)
15.7% are below yesterday’s low.
79.9% are inside yesterday’s range.
12.5% of stocks with today’s high > yesterday’s high. (87.5% less than).
24.9% of stocks with today’s low < yesterday’s low. (75.1% greater than).

EVIDENCE OF INTRADAY TREND
30.3% of stocks are above today’s open. (67.2% are below).
15.8% of stocks are above today’s open and yesterday’s close.
63.1% are below both.
22.2% of stocks opened above yesterday’s close. (72.4% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
5.5% of stocks are in the top 10% of today’s range.
11.3% are in the top 20%.
32.9% are in the top half. 67.1% of stocks are in the bottom half of today’s range.
37.2% are in the bottom 20%.
22.9% are in the bottom 10%.

GAIN
22.9% of stocks are above yesterday’s close. (77.1% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.5% are up 3.5% or more. 1.0% are down 3.5% or more.
78.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:7.6%…>=90:11.8%…>=80:21.0%…>=50:54.8%…<=20:10.3%…<=10:5.4%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.7%…>=50:64.4%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:60.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
4.4% above previous 1 highs, 15.7% below previous 1 lows
4.0% above previous 2 highs, 5.3% below previous 2 lows
3.8% above previous 3 highs, 3.8% below previous 3 lows
3.8% above previous 4 highs, 2.6% below previous 4 lows
3.8% above previous 5 highs, 2.1% below previous 5 lows
3.4% above previous 6 highs, 2.1% below previous 6 lows
3.2% above previous 7 highs, 2.1% below previous 7 lows
3.2% above previous 8 highs, 2.1% below previous 8 lows
2.9% above previous 9 highs, 2.1% below previous 9 lows
2.9% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
22.9% are above or equal to 4/27 close (1 days ago), 77.1% are below.
50.9% are above or equal to 4/26 close (2 days ago), 49.1% are below.
67.0% are above or equal to 4/25 close (3 days ago), 33.0% are below.
80.5% are above or equal to 4/24 close (4 days ago), 19.5% are below.
79.1% are above or equal to 4/23 close (5 days ago), 20.9% are below.
69.7% are above or equal to 4/20 close (6 days ago), 30.3% are below.
69.0% are above or equal to 4/19 close (7 days ago), 31.0% are below.
66.5% are above or equal to 4/18 close (8 days ago), 33.5% are below.
60.0% are above or equal to 4/17 close (9 days ago), 40.0% are below.
71.7% are above or equal to 4/16 close (10 days ago), 28.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.7% new highs, 2.0% new lows
21d: 4.7% new highs, 1.8% new lows
42d: 3.4% new highs, 1.2% new lows
63d: 2.8% new highs, 0.4% new lows
126d: 2.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 20.0% above, 80.0% below
3-day: 37.8% above, 62.2% below
4-day: 54.4% above, 45.6% below
5-day: 67.9% above, 32.1% below
8-day: 71.9% above, 28.1% below
10-day: 70.7% above, 29.3% below
20-day: 63.8% above, 36.2% below
50-day: 55.0% above, 45.0% below
200-day: 76.2% above, 23.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
ENER(90): -0.00% Top=SUN ETE IOC SD VLO WNR TSO MPC ….. PWE NXY MMR CRZO MRO GDP PXD KOG=Bottom (Energy)
ELEC(57): -0.15% Top=CY LSI SLAB CAVM ITRI FSL MRVL AMAT ….. AYI SWKS FCS ARMH FSLR NXPI TSL SPRD=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): -0.21% Top=DAL EXPD UAL CHRW SAVE ALK FDX TK ….. SWFT WAB KEX CNI GLNG KSU CP TRN=Bottom (Transportation)
COHW(44): -0.24% Top=WDC RIMM SYNA TDS IBM PLCM JNPR CCI ….. APKT BCE NTGR AAPL RVBD FIO PCS LEAP=Bottom (Computer Hardware/Telecom)
CONS(57): -0.24% Top=HAR WWW CROX NUS NKE GIL SKX TUP ….. PKG LII TWI GT SCSS IP BC PAY=Bottom (Consumer)
DISV(41): -0.35% Top=AH VNTV HMSY WOOF SBAC ATHN SAI MYGN ….. HTZ URS CAR ULTA URI JEC RHI RCII=Bottom (Diversified Services)
COSW(64): -0.42% Top=SWI CERN ZNGA MDRX BYI SYMC ORCL N ….. BIDU CSC UIS GRPN AKAM SINA BSFT SOHU=Bottom (Computer Software/Internet)
FINA(69): -0.44% Top=FII AMTD WDR PBCT EFX KKR PNC AMP ….. CYN FHN IVZ JNS SCHW LAZ NDAQ STI=Bottom (Banks/Financials)
MATE(29): -0.46% Top=RSG RYL SPF FWLT WM WCN SHAW CLH ….. DHI LEN USG FLR MAS LPX OC AWI=Bottom (Materials & Construction)
LEIS(25): -0.46% Top=DPZ ARCO MCD EXPE PNRA EAT LTM SBUX ….. CCL BYD WYN LVS MGM MAR HOT WYNN=Bottom (Leisure)
CHEM(27): -0.52% Top=MOS VAL WPZ APD DD MEOH IPI ASH ….. POT ALB FTK CYT EMN WLK FMC CE=Bottom (Chemicals/Fertilizers)
INSU(34): -0.56% Top=CHSI ACGL TRV AXS RE CB CINF AON ….. MBI AGO AFL WSH MET ORI PRU HIG=Bottom (Insurance)
HEAL(45): -0.59% Top=MDT CVD EW LIFE CVH HCA TMO BCR ….. UHS BKD AGP HNT HMA UNH HUM HOLX=Bottom (Health)
REAL(60): -0.62% Top=MFA ARR IVR NLY CYS HCN NNN DLR ….. CLI CBG WRI HR LHO OFC PCL BEE=Bottom (Real Estate)
MANU(40): -0.77% Top=PLL ITW KMT AME BWC EMR IEX PNR ….. JOY AOS RS XYL MTW TEX TKR AGCO=Bottom (Manufacturing)
RETA(78): -0.83% Top=FRAN EBAY AN KORS CSTR DG BID CVS ….. ANN PSS SKS NFLX AEO SAH ARO GNC=Bottom (Retail & Specialty Retail)
META(30): -1.02% Top=SCCO PVR TIE NUE CNX BTU X AKS ….. STLD EGO SWC PCX GG IAG WLT ANR=Bottom (Metals & Mining)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 9:41 am ET $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

04/27/2012

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20120427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

I am planning an extended break from twitter. If you use any of these stats, you should implement them on your platform.

COMPARED TO YESTERDAY’S RANGE
46.5% of stocks are above yesterday’s high.
78.2% are above yesterday’s midpoint. (21.8% are below.)
8.7% are below yesterday’s low.
44.9% are inside yesterday’s range.
72.2% of stocks with today’s high > yesterday’s high. (27.8% less than).
19.4% of stocks with today’s low < yesterday’s low. (80.6% greater than).

EVIDENCE OF INTRADAY TREND
53.4% of stocks are above today’s open. (45.6% are below).
51.7% of stocks are above today’s open and yesterday’s close.
29.7% are below both.
81.5% of stocks opened above yesterday’s close. (14.3% opened below yesterday’s close).

COMPARED TO TODAY’S RANGE
10.5% of stocks are in the top 10% of today’s range.
26.4% are in the top 20%.
66.4% are in the top half. 33.6% of stocks are in the bottom half of today’s range.
10.4% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN
68.2% of stocks are above yesterday’s close. (31.8% are below.)
3.2% are up 4.5% or more. 2.8% are down 4.5% or more.
5.3% are up 3.5% or more. 4.2% are down 3.5% or more.
55.4% are between +1% and -1%.

RSI on DAILY
2-day: >=95:24.2%…>=90:42.1%…>=80:57.8%…>=50:78.0%…<=20:8.2%…<=10:3.9%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:69.3%…<=20:1.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:65.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
46.5% above previous 1 highs, 8.7% below previous 1 lows
41.9% above previous 2 highs, 5.9% below previous 2 lows
41.2% above previous 3 highs, 4.2% below previous 3 lows
40.2% above previous 4 highs, 3.5% below previous 4 lows
33.5% above previous 5 highs, 3.4% below previous 5 lows
30.3% above previous 6 highs, 3.3% below previous 6 lows
29.6% above previous 7 highs, 3.3% below previous 7 lows
28.0% above previous 8 highs, 3.3% below previous 8 lows
27.8% above previous 9 highs, 3.3% below previous 9 lows
27.0% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
68.2% are above or equal to 4/26 close (1 days ago), 31.8% are below.
76.0% are above or equal to 4/25 close (2 days ago), 24.0% are below.
85.1% are above or equal to 4/24 close (3 days ago), 14.9% are below.
82.4% are above or equal to 4/23 close (4 days ago), 17.6% are below.
74.4% are above or equal to 4/20 close (5 days ago), 25.6% are below.
73.7% are above or equal to 4/19 close (6 days ago), 26.3% are below.
69.9% are above or equal to 4/18 close (7 days ago), 30.1% are below.
65.3% are above or equal to 4/17 close (8 days ago), 34.7% are below.
75.1% are above or equal to 4/16 close (9 days ago), 24.9% are below.
71.5% are above or equal to 4/13 close (10 days ago), 28.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 27.5% new highs, 4.3% new lows
21d: 26.5% new highs, 4.3% new lows
42d: 20.3% new highs, 3.5% new lows
63d: 18.9% new highs, 2.4% new lows
126d: 17.8% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 67.0% above, 33.0% below
3-day: 74.2% above, 25.8% below
4-day: 80.8% above, 19.2% below
5-day: 81.7% above, 18.3% below
8-day: 78.2% above, 21.8% below
10-day: 75.8% above, 24.2% below
20-day: 67.8% above, 32.2% below
50-day: 57.0% above, 43.0% below
200-day: 76.7% above, 23.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
MATE(29): 1.53% Top=USG PHM RYL KBH MAS SPF LEN OC ….. MDU SHW SHAW MTH WCN MDR WM RSG=Bottom (Materials & Construction)
MANU(39): 1.13% Top=MTW GGG TKR SPW AOS PH DOV CMI ….. AVY CRS KMT DRC RBN PNR ATI JOY=Bottom (Manufacturing)
CHEM(27): 1.10% Top=FTK MEOH CE CF VAL GRA FMC ALB ….. HUN CYT DD SIAL EMN POT ASH APD=Bottom (Chemicals/Fertilizers)
RETA(78): 1.06% Top=AMZN IACI LL PSS SHLD KORS ORLY BIG ….. GES DSW CAB NFLX DANG ANN RSH CSTR=Bottom (Retail & Specialty Retail)
TRAN(25): 0.99% Top=LCC SWFT TRN DAL LUV KSU CNW SAVE ….. UAL ALK CSX TK CHRW ODFL EXPD GLNG=Bottom (Transportation)
LEIS(26): 0.97% Top=EXPE PCLN LTM DPZ MCD CMG WYN CCL ….. BYD MAR DRI PENN MPEL LVS ARCO SBUX=Bottom (Leisure)
ELEC(58): 0.63% Top=SWKS MXIM VECO TSL NXPI AYI IPGP FCS ….. PMCS ATML OVTI SPRD MRVL ITRI LSI KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(61): 0.49% Top=BEE GGP SPG DFT DLR HPT EXR CLI ….. HCP EQR HIW DRE DEI O CBL MAC=Bottom (Real Estate)
DISV(40): 0.46% Top=URI HTZ MELI URS ACM WTW MYGN RRD ….. HRB MCO MAN APOL DV RCII HMSY AH=Bottom (Diversified Services)
FINA(69): 0.29% Top=SUSQ LAZ KKR COF AMTD RF CYN STI ….. GHL JPM PBCT MS JEF CME PFG HBHC=Bottom (Banks/Financials)
META(30): 0.14% Top=AEM SCCO ABX AUQ AUY KGC PVR RGLD ….. AA BTU CNX ACI CLF MCP PCX ANR=Bottom (Metals & Mining)
COSW(64): 0.10% Top=ARBA TRIP YNDX ACOM CERN LNKD SOHU TNGO ….. UIS ADSK QSII EA QLIK INFA ZNGA MDRX=Bottom (Computer Software/Internet)
ENER(93): 0.08% Top=OIS CVE HFC BBG COG ROSE VLO WNR ….. NBR DO ATW PDS AREX HP GDP KEG=Bottom (Energy)
INSU(35): 0.02% Top=AGO AIG VR TMK UNM GNW BRO PGR ….. CB MET AON ACE ALL TRV WSH AXS=Bottom (Insurance)
HEAL(45): -0.08% Top=RMD CYH HMA ALR ALGN BKD MDT ZMH ….. HUM HNT AGP MOH AET CNC WCG CVH=Bottom (Health)
COHW(43): -0.21% Top=AMX ARUN PLCM JDSU NTGR CSCO RVBD BCE ….. RIMM NTAP PCS CIEN NIHD FIO SYNA WDC=Bottom (Computer Hardware/Telecom)
CONS(56): -0.33% Top=FBHS SKX SCSS NWL ICON WWW LULU LII ….. WHR HAR TUP PG GT NUS LEG DECK=Bottom (Consumer)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Closing Stats $SPY $ES_F $IWM http://daytrend.wordpress.com/category/market-stats/

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